+90.7%
OTIS vs EL
-19.1%
+109.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -1.3% | +1.5% | -2.8% | -1.6% |
| 30D | +12.8% | +10.0% | +2.8% | +10.3% |
| 3M | +7.4% | +28.4% | -21.0% | +1.0% |
| 6M | +7.7% | +37.1% | -29.3% | -0.6% |
| YTD | -9.3% | +7.8% | -17.1% | -12.9% |
| 1Y | -12.1% | +26.0% | -38.1% | -18.9% |
| 3Y | +0.6% | +3.8% | -3.2% | -8.0% |
| 5Y | -1.1% | -65.2% | +64.1% | +31.6% |
| All | +90.7% | -19.1% | +109.8% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling